Stochastic Processes and their ApplicationsVolume 119, Issue 4, April 2009, Pages 1298-1324Asymptotic results for the empirical process of stationary sequencesAuthor links open overlay panelIstván Berkes a, Siegfried Hörmann b, Johannes Schauer aShow moreShareCitehttps://doi.org/10.1016/j.spa.2008.06.010Get rights and contentUnder an Elsevier user licenseopen archiveAbstractWe prove a strong invariance principle for the two-parameter empirical process of stationary sequences under a new weak dependence assumption. We give several applications of our results.Previous article in issueNext article in issueMSC60F1760F1562M10KeywordsEmpirical processStrong approximationKiefer processRecommended articlesCited by (0)Published by Elsevier B.V.